AMBA · Expected-Move

Ambarella, Inc. (AMBA) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$67.12
Expected move
Unavailable
Expected move %
Unavailable
Lower boundary
Unavailable
Upper boundary
Unavailable
Median historical move
15.0%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-11-30: Realized move: 0.3407% Implied move: Unavailable Signed actual 0.3407% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
0.3407%UnavailableSigned actual 0.3407% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.0518%UnavailableSigned actual 0.0518% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
20.5961%UnavailableSigned actual 20.5961% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
10.627%UnavailableSigned actual 10.627% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.891%12.5576%Signed actual 5.891% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
17.1283%13.921%Signed actual 17.1283% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
15.0968%12.5%Signed actual 15.0968% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
16.7776%11.9561%Signed actual 16.7776% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
18.7754%14.9045%Signed actual 18.7754% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
14.8942%13.0886%Signed actual 14.8942% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
21.4068%16.1735%Signed actual 21.4068% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.7731%12.9208%Signed actual 0.7731% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 27, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.